It's not formatted right? Assuming that's the case, you will need to do that before you can see it under 'My Computer'

Right click on My Computer ---> Manage. Now go to Disk Management. You'll be able to see all drives connected to the system. You should be able to see the drive now, but it's unusable until you format it. Right click on the drive you want to fomat to bring up the menu, and formatting should be one of the options. After it's formatted you can assign a drive letter to it, which will make it viewable under My Computer.